+4,770.1%
DELL vs DHR
+201.4%
+4,568.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.4% |
| 7D | +25.6% | -0.8% | +26.4% | +26.2% |
| 30D | +17.7% | +0.2% | +17.4% | +17.3% |
| 3M | +33.4% | +12.1% | +21.4% | +23.9% |
| 6M | +266.2% | +5.4% | +260.8% | +248.5% |
| YTD | +328.0% | -10.0% | +338.0% | +340.9% |
| 1Y | +339.6% | +4.1% | +335.5% | +318.0% |
| 3Y | +694.6% | -5.2% | +699.8% | +669.4% |
| 5Y | +1,122.0% | -28.2% | +1,150.2% | +1,236.5% |
| 10Y | +4,062.5% | +208.4% | +3,854.1% | +1,797.6% |
| All | +4,770.1% | +201.4% | +4,568.6% | +2,130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling